THE JOURNAL OF CHEMICAL PHYSICS 126, 184511 2007

Continuously broken ergodicity

John C. Mauro
Science and Technology Division, Corning Incorporated, SP-TD-01-1, Corning, New York 14831

Prabhat K. Gupta
Department of Materials Science and Engineering, Ohio State University, Columbus, Ohio 43210

Roger J. Loucks
Science and Technology Division, Corning Incorporated, SP-TD-01-1, Corning, New York 14831 and Department of Physics and Astronomy, Alfred University, One Saxon Drive, Alfred, New York 14802

Received 6 December 2006; accepted 28 March 2007; published online 14 May 2007 A system that is initially ergodic can become nonergodic, i.e., display broken ergodicity, if the relaxation time scale of the system becomes longer than the observation time over which properties are measured. The phenomenon of broken ergodicity is of vital importance to the study of many condensed matter systems. While previous modeling efforts have focused on systems with a sudden, discontinuous loss of ergodicity, they cannot be applied to study a gradual transition between ergodic and nonergodic behavior. This transition range, where the observation time scale is comparable to that of the structural relaxation process, is especially pertinent for the study of glass transition range behavior, as ergodicity breaking is an inherently continuous process for normal laboratory glass formation. In this paper, we present a general statistical mechanical framework for modeling systems with continuously broken ergodicity. Our approach enables the direct computation of entropy loss upon ergodicity breaking, accounting for actual transition rates between microstates and observation over a specied time interval. In contrast to previous modeling efforts for discontinuously broken ergodicity, we make no assumptions about phase space partitioning or connement. We present a hierarchical master equation technique for implementing our approach and apply it to two simple one-dimensional landscapes. Finally, we demonstrate the compliance of our approach with the second and third laws of thermodynamics. 2007 American Institute of Physics. DOI: 10.1063/1.2731774
I. INTRODUCTION

The ratio of internal to external time scales denes the Deborah number3 of an experiment, D=

One of the most prevalent, and often unstated, assumptions in statistical mechanics is that of ergodicity, which asserts the equivalence of time and ensemble averages of the thermodynamic properties of a system. Ergodicity implies that, given enough time, a system will explore all allowable points of phase space. The term broken ergodicity, introduced by Bantilan and Palmer1 in 1981, denotes the loss of ergodicity that is common in many systems such as spin and structural glasses. The question of ergodicity, and that of thermodynamic equilibrium, is really a question of time scale. We may think of an experiment as having two relevant time scales: an internal scale int on which the dynamics of the system occur, and an external scale ext on which properties are measured. The internal time scale is essentially a relaxation time over which a system loses memory of its preceding states, whereas the external time scale denes a measurement window over which the system is observed. The measurement can be made either directly by a human observer or by using an instrument accessing times not available to an unaided human. A system is in thermal equilibrium if all of the relevant relaxation processes have taken place, while the remaining slower processes are essentially frozen on the external time scale.2
0021-9606/2007/12618/184511/11/$23.00

int , ext

named in honor of the prophetess Deborah, who in the Old Testament sings, the mountains owed before the Lord Judges 5:5. The implication is that mountains, while basically static on a human time scale, do in fact ow on a geologic time scale inaccessible to mere mortals. For a human observer, the phenomenon of continental drift is described by a large Deborah number D 1, int ext, where the system visits only a small subset of the available points in phase space during the external i.e., observation time. Such scant sampling of phase space is insufcient for determining a long-time average of properties, and hence the system lacks ergodicity. On the other hand, many phenomena such as relaxations in gases and liquids occur on a time scale too fast for direct human observation. These phenomena are described by a very small Deborah number D 1, int ext, which is indicative of an ergodic system. Since the system can explore a greater portion of phase space during the observation time, the measured property values over ext are effectively equal to those in the long-time limit. The observation of ergodic behavior thus depends on both the internal relaxation time of a system and the external
2007 American Institute of Physics

126, 184511-1

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observation time: a system is ergodic when D 1 and nonergodic when D 1. The issue of ergodicity, while inherently relative, is nevertheless of great physical importance: the properties we experience are those we measure on our own nite time scale, not in the long-time limit of ergodicity. It is thus important for statistical mechanical models to account for broken ergodicity in order to predict the observed properties of nonergodic systems. But what about the process by which ergodicity is lost? The breakdown of ergodicity can occur either discontinuously or continuously. A discontinuous breakdown of ergodicity is caused by a sudden decomposition of the phase space into a set of mutually inaccessible components. An example of discontinuous ergodicity breaking is glass formation by sudden quenching from a melt; here, the system experiences an abrupt loss of thermal energy, thereby trapping it in a subset of the overall phase space. On the other hand, a glass can be formed by gradual cooling from a melt. In this case, the glass-forming system experiences a continuous breakdown of ergodicity as it gradually becomes conned to a subset of the phase space. Our denition of continuously broken ergodicity is distinct from what some researchers call weakly broken ergodicity,46 in that we assume that the relaxation time is nite but exceeds the observation time. In a landmark 1982 paper, Palmer7 thoroughly develops the concept of broken ergodicity and proposes a statistical mechanical framework with which to treat nonergodic systems and the discontinuous breakdown of ergodicity. In the Palmer approach, the phase space of a nonergodic system is divided into a set of disjoint regions or components , where = .

This has important implications when computing the entropy of a nonergodic system. Before proceeding, it is useful to review some common denitions of entropy, following the terminology of Goldstein and Lebowitz:8 1 The thermodynamic entropy of Clausius, given by dS = dE , T 4

where E is internal energy and T is absolute temperature. This denition of entropy is applicable only for equilibrium systems and reversible processes. The Boltzmann entropy, SB = kB ln , 5

applicable to the microcanonical ensemble, where kB is Boltzmanns constant and is the volume of phase space i.e., the number of microstates visited by a system to yield a given macrostate. The Gibbs or statistical entropy, S = kB pi ln pi ,
i

applicable to the canonical ensemble, where pi gives the probability of occupying microstate i, and the summation is over all microstates. Here, the probabilities are computed based on an ensemble average of all possible realizations of a given system. With the assumption of ergodicity, the ensemble-averaged values of pi are equal to the time-averaged values of pi. While there is no disagreement about the denition of entropy for equilibrium systems, the denition of entropy for nonequilibrium systems is not established except for the case of microcanonical isolated systems where there is a general agreement that Boltzmanns denition is valid and consistent with the second law.812 For canonical, nonergodic systems, the proper denition of entropy is a highly contentious topic. For glassy systems, fortunately, there is a way out. As discussed by Palmer,7 glass can be described as an ensemble of ergodic components of the phase space. With the conditions of connement and internal ergodicity, we can apply the Gibbs denition of entropy within each individual component. The resulting entropy of the system, as derived by Palmer7 and provided as Eq. 12 in Sec. II of this paper, is simply a weighted sum of the Gibbs entropies of the individual components. In this manner, the entropy of Palmer can account for the broken ergodicity of the glassy state. One particular point of confusion in the glass science community relates to the application of Eq. 4 for thermodynamic entropy in conjunction with differential scanning calorimetry DSC experiments to compute the entropy of a system on both cooling and heating through the glass transition.13 This results in two main ndings: a there is no change in entropy at the laboratory glass transition, and b glass has a positive residual entropy at absolute zero. We argue that these results are incorrect since the glass transition is not a reversible process14 and hence Eq. 4 cannot be

The components are assumed to meet the conditions of connement and internal ergodicity. Connement indicates that transitions are not allowed between components; in other words, if a system has its phase point in a particular component at a time t, there is negligible probability of the system leaving that component during a specied observation time tobs, i.e., in the time interval t , t + tobs. The condition of internal ergodicity states that ergodicity holds within a given component. The Palmer approach thus assumes a clear separation of intra- and intercomponent relaxation time scales: intracomponent relaxation i.e., among the various microstates within a component occurs on a time scale component much shorter than the observation time D 1, while intercomponent transitions occur on a time scale system much longer than tobs D 1. The assumption that

component tobs system

allows components to be in internal equilibrium while the system as a whole is not. As a result, ergodic statistical mechanics can be applied within each of the individual components, and the overall properties of the nonergodic system can be computed using a suitable average over the individual components.

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applied. Moreover, the ergodic formula for Gibbs entropy, which approximately equals the thermodynamic entropy,15,16 cannot be used since it cannot account for the dening feature of the glass transition, viz., the breakdown of ergodicity. The glass transition, by denition, occurs when tobs = system i.e., a Deborah number of unity.13 The only reason we observe the glassy state at all is that the relaxation time scale of the system becomes much longer than the observation time scale. Hence, the concept of an observation time is central to the very denition of glass, and the glass transition can only occur if there is a nite observation time. We will show in this paper that when a nite observation time is considered, the glass transition entails a loss of entropy rather than a freezing in of entropy. Moreover, we argue that the current belief that glass has a nite residual entropy at absolute zero is in direct violation of Plancks statement of the third law of thermodynamics, which demands that the entropy of any classical system must vanish at zero temperature.17 Some researchers claim that glass is somehow exempt from obeying the third law of thermodynamics since it is a nonequilibrium material.13 However, their result from DSC measurements of heat capacity that glass has a nite residual entropy at absolute zero is based on application of equilibrium, reversible thermodynamics to the nonequilibrium glassy system. Hence, their very calculation of entropy is at odds with their argument that the third law does not apply to glass. We argue that glass is not exempt from the third law and show later in this paper that application of Palmers denition of entropy always leads to zero entropy at zero temperature since there is no thermal energy to allow for transitions between microstates. While the Palmer methodology greatly elucidates the impact of broken ergodicity on entropy and other properties, many realistic systems do not lend themselves to neat partitioning into discrete components that simultaneously satisfy the conditions of connement and internal ergodicity. Also, the partitioning itself must depend on the transition rates between microstates and therefore on the temperature of the system. For a system where temperature evolves with time, the partitioning would have to be recomputed at each new temperature step. In addition to these computational difculties, there is the physical problem that transitions between components are never strictly prohibited at any nite temperature; this is especially important for Deborah numbers near unity D 1, where the relaxation is too fast to assume connement and yet too slow to assume internal ergodicity. Consequently, the Palmer approach can consider only the case of discontinuously broken ergodicity, where there are no relaxation processes with D 1; here, the loss of ergodicity can be modeled well by a discontinuous partitioning of phase space into multiple components. However, the Palmer approach needs modication to model a continuous breaking of ergodicity, such as in normal laboratory glass formation using a nite cooling rate. One can argue that the most interesting physics occurs during the transition between ergodic and nonergodic states, where D 1. This regime corresponds di-

rectly to the glass transition range and is of great scientic and technical importance.13 In this paper, we present a generalization of the Palmer approach that accounts for continuously broken ergodicity and is thus suitable for a realistic modeling of glass transition range behavior and other phenomena with D 1. Our methodology is based on a hierarchical master equation approach that avoids any explicit denition of components and makes no assumptions of connement or internal ergodicity. Our technique can thus be applied to any arbitrary system and for any temperature path. We present equations for the congurational entropy and free energy of a system with continuously broken ergodicity and show results for two simple onedimensional landscapes.
II. ENERGY LANDSCAPES AND DISCONTINUOUSLY BROKEN ERGODICITY

The Palmer approach for discontinuously broken ergodicity involves a partitioning of the phase space into a set of components , where each component satises the conditions of connement and internal ergodicity.7 It is useful for our ensuing discussion to translate this terminology into the energy landscape formalism,18,19 which offers a powerful approach for studying the thermodynamics and kinetics of molecular clusters,2024 biomolecules,23 supercooled 2530 liquids, and structural glasses.23,3134 The potential energy landscape of an N-particle system is a 3N-dimensional hypersurface in the particle conguration space, U = U r 1, r 2, . . . , r N , 7 where r = r1 , r2 , . . . , rN R3N are the position vectors of the N particles. The underlying assumption is a decoupling of the congurational and vibrational thermal components of energy. While the potential energy landscape itself is independent of temperature, the way in which a system explores the landscape depends on the available thermal energy. At high temperatures there is sufcient thermal energy to enable free exploration of the landscape; for a condensed system, this corresponds to the case of an ergodic liquid with high uidity. As the system is cooled, the transitions slow down and become thermally activated. This leads to continuously broken ergodicity as the system gradually becomes trapped in a subset of the landscape. The U hypersurface itself contains a multitude of local minima, each corresponding to a mechanically stable conguration of the system, termed an inherent structure. The set of 3N-dimensional hyperspace congurations that drains to a particular minimum via steepest descent is known as a basin.29 The study of energy landscapes is facilitated by mapping the continuous U hypersurface to a discrete set of minima, i.e., basin volumes are mapped to their corresponding inherent structures. The number of inherent structures scales at least exponentially with N.27 In the energy landscape formalism an individual microstate corresponds to a single inherent structure or basin. A component in the Palmer approach corresponds to a socalled metabasin3539 in the energy landscape, i.e., a group of basins that are mutually accessible at a given temperature

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and for a given observation time. The metabasins themselves are separated from each other by large potential energy barriers such that intermetabasin transitions are highly unlikely. Hence, metabasins satisfy the conditions of connement and internal ergodicity. The probability of a system being conned in a particular metabasin upon cooling is equal to a restricted summation of the occupation probabilities of the individual basins within , P =
i

tween the statistical entropy and the nonergodic glassy entropy of Eq. 12 is called the complexity of the metabasin ensemble7 and is given by I = S S = kB P ln P .

16

pi .

As each basin falls within exactly one metabasin, the sum of metabasin probabilities is unity, P = pi = 1. i 9

Since ergodicity is maintained within an individual metabasin, we can dene a corresponding intrametabasin Gibbs entropy as S = kB pi pi ln , P P 10

where from Eq. 8 we know that

i = 1. i P

11

The complexity is a measure of the nonergodicity of a system. For a completely nonergodic system trapped in a single microstate, each basin itself is a metabasin, and the complexity adopts its maximum value of I = S. For an ergodic system, all basins are part of the same metabasin, and the complexity is zero. The process of ergodicity breaking necessarily results in a loss of entropy and increase in complexity as the phase space divides into mutually inaccessible metabasins. This loss of entropy is accompanied by an increase in the free energy of the system, as indicated by Eqs. 13 and 14. While the breaking of ergodicity always results in a loss of F, G entropy S S and a gain in free energy F and G, the energy and enthalpy are unaffected U = U . H = H While the Palmer approach can be used to compute the sudden entropy loss in systems with discontinuously broken ergodicity e.g., glass formation via instantaneous quenching, it cannot be used to compute the gradual loss of entropy that occurs in systems with continuously broken ergodicity e.g., laboratory glass formation using a nite cooling rate.
III. CONTINUOUSLY BROKEN ERGODICITY

Thus, in the Palmer approach see Sec. 5.4 in Ref. 7, the expectation value for congurational entropy is a weighted average of the Gibbs entropies of the individual metabasins, S = S P = kB

i . pi ln P i

12

The corresponding free energy can be computed by F = Ui pi TS = U TS ,

i

13

where Ui is the potential energy of inherent structure i. Note that this is a Helmholtz free energy, and the Gibbs free energy can be computed by G = Hi pi TS = H TS ,
i

14

where Hi = Ui + PVi 15

is the zero-temperature enthalpy of inherent structure i, which has a system volume of Vi. The enthalpy landscape approach is an extension of the potential energy landscape formalism for isobaric systems,40 and is useful for computing the volume evolution of systems under constant pressure conditions.34 Equation 12 gives the entropy of a system with discontinuously broken ergodicity. If broken ergodicity were not accounted for, the entropy would be given by direct application of the statistical formula of Eq. 6. The difference be-

The limitations of the Palmer approach7 can be overcome by relaxing the assumptions of metabasin connement and internal ergodicity. We consider a nonequilibrium system with probability distribution pit at time t. Suppose that we make an instantaneous measurement of the microstate of a system at time t. The act of measurement causes the system to collapse into a single microstate i with probability pit. In the limit of zero observation time, the system is conned to one and only one microstate and the observed entropy is necessarily zero. However, the entropy becomes positive for any nite observation time tobs since transitions between microstates are not strictly forbidden except at absolute zero, barring quantum tunneling. What, then, is the entropy of the system over the observation window t , t + tobs? We can answer this question by following the dynamics of a system whose microstate is known at t, the beginning of the observation window. Let f i, jt be dened as the conditional probability of the system occupying microstate j after starting in a known microstate i and subsequently evolving for some time t, accounting for the actual transition rates between microstates. The conditional probabilities satisfy f i, jt = 1, j 17

for any initial state i and for all time t. Hence, f i, jtobs gives the probability of transitioning to microstate j after an initial measurement in state i and evolving through an observation time tobs. While there is no clear agreement on the denition of nonequilibrium entropy for a canonical system, a couple of

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different expressions have been suggested. One is based on a relative or conditional entropy and another is timedependent Gibbs entropy.41 We choose the latter, notwithstanding it is not valid for microcanonical systems, for the following reasons: 1 2 3 4 The time-dependent Gibbs entropy is zero in the limits of tobs 0 and T 0; it yields the equilibrium entropy in the long-time limit; it reproduces the Palmer results for discontinuously broken ergodicity; and several other authors have also considered the timedependent Gibbs entropy.4245 In our case, the nonequilibrium Gibbs entropy is Sitobs = kB f i, jtobsln f i, jtobs .
j

nent metabasin; no transitions are allowed among the components, so the entropy is necessarily zero. For any positive temperature, the limit of tobs yields an equilibrated system with complete restoration of ergodicity. In the Palmer view,7 this is equivalent to all microstates being members of the same component with transitions freely allowed among all microstates. Both the Palmer approach and ours yield the same result as the Gibbs formulation of entropy in the limit of t , i.e., for a fully ergodic, equilibrated system. In the next section, we describe a hierarchical master equation approach for implementing the above formalism.

18

IV. HIERARCHICAL MASTER EQUATION APPROACH

This represents the entropy of one possible realization of the system and corresponds roughly to Palmers component entropy of Eq. 10; however, we have not made any assumptions about connement or internal ergodicity. Note that while the above equation is of the same form as the Gibbs entropy of Eq. 6, the value of f i, jtobs above gives the probability of the system transitioning from an initial state i to a nal state j within a given observation time tobs. The probability pi in the Gibbs formulation represents the ergodic limit of tobs ; hence, pi represents an ensemble-averaged probability of the system occupying a given state and does not account for the nite transition time required to visit a state, which may be long compared to the observation time scale. The expectation value of entropy at the end of the observation window t , t + tobs is the weighted sum of entropy values for all possible realizations of the system, St, tobs = Sittobs pit .
i

The master equation approach is a useful technique for modeling the dynamics of nonequilibrium statistical mechanical systems.46,47 The approach involves constructing a set of coupled rate equations, with one equation for each available microstate in the system. For a system with microstates, labeled i , j 1 , 2 , . . . , , the set of master equations is given by dpi = W j i p j W i j p i , dt j i 20

where pi denotes the probability of occupying state i, W ji is the transition rate from state j to state i, and Wi j is the rate of reverse transition. The occupation probabilities are subject to the constraint pi = 1 i 21

19

With this approach, there is no need to dene components or metabasins. By considering all possible congurations of the system and the actual transition rates between microstates, our approach can be applied to an arbitrary energy landscape and for any temperature path. Our approach is thus suitable for modeling systems in all regimes of ergodicity: fully ergodic, fully conned, and everything in between. We further note that the combination of Eq. 17 with Eq. 19 reduces to the Palmer equation of entropy, Eq. 12, for the case of discontinuously broken ergodicity. With Eq. 19, the entropy of the system is zero both in the limits of tobs 0 and T 0. The rst case tobs 0 is in agreement with Boltzmanns notion of entropy as the number of microstates visited by a system to yield a given macrostate:812 with zero observation time, the system remains in the initial microstate. The second case T 0 is in agreement with Plancks statement of the third law,17 which states that the entropy of any classical condensed system must vanish at absolute zero. Both limits are equivalent in the Palmer model of discontinuously broken ergodicity,7 where each microstate would have its own separate compo-

for all times t. Assuming xed rate parameters Wi j, the master equation dynamics of Eq. 20 always follow the relaxation of a system toward an equilibrium state e.g., during isothermal relaxation. For an isolated, ergodic system the Gibbs entropy computed by Eq. 6 increases with time,48 as required by the second law for a spontaneous, irreversible process such as relaxation. A recent application of the master equation approach by Mauro and Varshneya33 considers the problem of glass transition in an energy landscape. Rather than starting in a nonequilibrium state and following the dynamics of a system as it relaxes toward equilibrium, Mauro and Varshneya consider a liquid system initially at equilibrium. Departure into the nonequilibrium glassy regime is computed by solving a set of master equations, where the transition rates are functions of an arbitrary cooling path, Wi jTt. As the system is cooled, the relaxation time becomes longer than the observation i.e., simulation time scale. At low temperatures the occupation probabilities pi are effectively frozen as the system becomes trapped in local regions of the energy landscape. The macroscopic properties of the system at any point in time can be computed with the weighted average,

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FIG. 1. One-dimensional fragile landscape with nine basins.

ATt = Ai piTt ,
i

22

where Ai denotes the specic property value associated with conguration i. For example, Eq. 22 can be used to compute volume-temperature diagrams of glass-forming systems for different cooling paths.34 However, Eq. 6 cannot be used in combination with the Mauro-Varshneya approach to compute the entropy of a glassy system, as it does not account for the broken ergodicity inherent in the glassy state.4956 The denition of glass itself has within it the assumption of an observation time that is shorter than the relaxation time scale of the system;13 hence, glass is inherently a nonergodic system trapped in a subset of the overall phase space available during the nite observation time. Since Boltzmanns denition of entropy considers only the microstates visited by a system during the time of observation,812 application of Eq. 6 will lead to an articially high value of entropy. Likewise, Eq. 12 cannot be used since it assumes discontinuously broken ergodicity, and the glass transition under a nite cooling rate involves a continuous loss of ergodicity. Therefore, we propose the following hierarchical master equation algorithm to compute the dynamics of the system accounting for continuously-broken ergodicity. 1 Choose an appropriate initial state for the system. In the Mauro-Varshneya approach,33 the initial conguration is chosen to be an equilibrium liquid at the melting temperature Tm, 1 Ui , pi0 = exp Q k BT m where Q is the partition function, Q = exp
i

FIG. 2. Evolution of glassy and equilibrium potential energies with respect to a time and b temperature for the one-dimensional fragile landscape of Fig. 1. We consider linear cooling from 500 to 300 K with a total cooling time of 1.0 s.

dpit = W jiTt p jt Wi jTt pit . dt j i j i

25

This gives the ensemble-averaged probability of occupying each of the various basins in the energy landscape at any point in time. For any time t when we wish to compute entropy or free energy, select a particular basin i. Construct a new set of master equations for the conditional probabilities f i, j , df i, jt = Wk jTt + t f i,kt dt k j W jkTt + t f i, jt ,
k j

23

26

Ui . k BT m

24

By starting the system in equilibrium at Tm, we are able to account for all thermal history effects on the nal nonequilibrium state. Compute the master equation dynamics according to the Mauro-Varshneya approach,33

using an initial condition of f i,i0 = 1 for the chosen basin and f i, j i0 = 0 for all other basins. Compute the dynamics of the system for exactly the observation time, tobs. The output from this step is f i, jtobs, the conditional probability of the system reaching any basin j after starting in basin i and evolving for exactly the observation time. Note that the time scale of f i, jt is shifted by t relative to pit.

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FIG. 3. Evolution of glassy, statistical, and equilibrium entropy values with respect to a time and b temperature for the system in Fig. 2. The observation time is 0.01 s.

FIG. 4. Evolution of glassy, statistical, and equilibrium free energies with respect to a time and b temperature for the system in Fig. 2.

4 5 6 7

Compute the entropy of the simulation in step 3 using Eq. 18. Repeat steps 3 and 4, starting from each of the individual basins, i 1 , 2 , . . . , . Once all values of Si are computed, the overall entropy of the system is given by Eq. 19, where the values of pit are taken from step 2. Repeat steps 26 for all times of interest.

The above approach is a direct extension of the technique of Mauro and Varshneya.33 Steps 1 and 2 above are identical to the Mauro-Varshneya approach, while steps 36 account for continuously broken ergodicity. Whereas the pit values computed in step 2 give the ensemble-averaged occupation probabilities of the various microstates, step 3 considers a particular instance of the system. By using the initial condition f i,i0 = 1 for one particular basin, step 3 essentially constitutes a measurement of system, causing it to collapse into a single microstate. The probability of collapsing into a particular microstate i is equal to the probability of the system sampling that microstate at the time of measurement, pit. Equivalently, pit can be considered a quench probability, i.e., the probability of the system becoming trapped in inherent structure i upon an instantaneous quench to absolute zero.

The solution to the set of master equations in step 3 gives the conditional probabilities of occupying all of the various j microstates after starting in microstate i and propagating for exactly the observation time tobs. No assumptions are made regarding which states are accessible versus inaccessible, since the dynamics are computed using the actual transition rates W jk. In this manner, our approach represents a generalization of the Palmer approach for broken ergodicity, wherein microstates must be either accessible or inaccessible from each other, with no intermediate classication.7 Also, use of the master equations in step 3 allows us to avoid partitioning into metabasins; in this way, our technique is generally applicable to any energy landscape and for any temperature path. The output of steps 35 is a set of Gibbs entropies Si for each of the possible congurations of the system, accounting for the actual observation time and transition rates. The expectation value of the glassy entropy is the sum of these Si values weighted by their corresponding quench probabilities pit as shown in Eq. 19. Free energy can then be evaluated using Eq. 13 or 14.
V. RESULTS AND DISCUSSION

In this section we apply our technique to two simple test cases. First, let us consider the one-dimensional fragile land-

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FIG. 5. Relaxation of glassy and statistical a entropies and b free energies in the long-time limit toward equilibrium values.

FIG. 6. Impact of observation time on a entropy and b free energy assuming a xed cooling rate.

scape of Mauro and Varshneya,33 depicted in Fig. 1, which contains nine basins of varying energy with no clear division into metabasins. The transitions between basins are thermally activated and governed by standard transition state theory details are provided in Ref. 33. Direct transitions are allowed between all pairs of basins and are not limited to the immediately adjacent basins. Figure 2 shows the evolution of potential energy for this system, starting in equilibrium at 500 K and linearly cooling to 300 K over 1 s. Figure 2a plots the glassy and equilibrium values of potential energy with respect to time, and Fig. 2b plots the same values with respect to temperature. Figure 3 shows a similar plot for the glassy, statistical, and equilibrium values of entropy. The glassy entropy S is computed using Eq. 19 accounting for continuously broken ergodicity; the statistical entropy S is computed with Eq. 6 with the assumption of ergodicity. At high temperatures the relaxation time of the system is much shorter than the observation time, and the value of entropy corresponds to exactly that of the equilibrium liquid. As the system is cooled, the relaxation slows and the system departs from equilibrium i.e., undergoes a glass transition. Figure 3 shows that the departure of the nonergodic glassy and ergodic statistical entropies from equilibrium exhibits markedly different behaviors. Using the statistical formulation of Eq. 6, the glass

transition corresponds to a freezing of the occupation probabilities and hence a freezing of the entropy. However, this does not account for the loss of ergodicity at the glass transition and results in the nonergodic state always having a higher entropy than the corresponding ergodic state. In reality, the glass transition must correspond to a loss of entropy, since the loss of ergodicity limits the number of states that can be visited during a nite observation time. Whereas the ergodic formula predicts a large residual entropy of the glass at absolute zero, in violation of Planks statement of the third law,17 the nonergodic formalism of Sec. IV correctly predicts zero entropy at absolute zero. The corresponding evolution of free energy is shown in Fig. 4. In both the nonergodic glassy and ergodic statistical cases, the glass transition is a nonspontaneous process leading to an increase in free energy with respect to the equilibrium supercooled liquid. In the statistical case, this is due to a freezing of the potential energy at a higher level than that of the supercooled liquid i.e., the potential energy of the glass corresponds to that of the liquid at the glass transition temperature. This is also true for the nonergodic glassy free energy, but there is a much greater increase in free energy due to the loss of entropy upon ergodicity breaking. With the ergodic formulation of Eq. 6, the glass is exactly the same macrostate as its corresponding liquid at the glass transition

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FIG. 7. Model potential energy landscape with two metabasins. Metabasin A has three degenerate inherent structures, and metabasin B has six.

temperature; accounting for loss of ergodicity, as in Sec. IV, the glass is represented as a different unstable macrostate relative to the liquid. A thorough discussion of this topic is the subject of a forthcoming paper by Gupta and Mauro.57 Figure 5 plots the isothermal relaxation of the nonergodic glassy and ergodic statistical entropies over long time. Whereas both achieve the same equilibrium value in the limit of long time, the approach to equilibrium is markedly different. With the ergodic formulation of Eq. 6, relaxation is

FIG. 9. Relaxation of a entropy and b free energy for the two-metabasin energy landscape in Fig. 7 after quenching from T = 4 to T = 1 / 4.

FIG. 8. Relaxation of a entropy and b free energy for the two-metabasin energy landscape in Fig. 7 after quenching from T = 4 to T = 2.

characterized by a decrease in entropy as it approaches equilibrium; accounting for the glasss broken ergodicity, relaxation is characterized by an increase in entropy as ergodicity is gradually restored over the increasing observation time. Relaxation to the equilibrium state is a spontaneous process in both cases since, as shown in Fig. 5b, the free energy decreases monotonically. The impact of observation time on entropy and free energy is shown in Fig. 6. As expected, the glass transition occurs at a higher temperature for shorter observation times. In the limit of zero temperature, the systems have the same entropy S = 0 and free energy F = U, regardless of the observation time. We now consider a second simple landscape, shown in Fig. 7. In contrast to the previous landscape, here there is a clear division into two metabasins, labeled A and B in the gure. Metabasin A has three degenerate inherent structures, and metabasin B has six; the inherent structures in B are at a potential energy H higher than those in metabasin A. The transition energy among the inherent structures is H / 2 within both metabasins. The transition energy from metabasin B to metabasin A is four times as large. This effectively sets up two relaxation modes: fast relaxation within a metabasin and slow relaxation between metabasins. For this landscape, we plot all quantities in nondimensional units of H, kB, and 1 / , where is vibrational frequency.

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J. Chem. Phys. 126, 184511 2007

FIG. 10. Relaxation of intra- and intermetabasin entropies after quenching from T = 4 to a T = 2 and b T = 1 / 4.

FIG. 11. Plots of dU / dt and TdS / dt after quenching from T = 4 to a T = 2 and b T = 1 / 4.

Figure 8 plots the relaxation of the entropy and free energy of a glass after quenching from a nondimensional temperature of T = 4 to T = 2, as a function of normalized observation time. Relaxation proceeds as expected, with monotonically increasing entropy and decreasing free energy. However, the relaxation takes on a different character in Fig. 9, which plots the evolution of entropy and free energy after quenching from T = 4 to T = 1 / 4. While the free energy still decreases monotonically as the system approaches equilibrium in agreement with the second law, the entropy actually passes through a maximum during relaxation and then approaches equilibrium asymptotically from above. The maximum in entropy following this quench is due to a crossover of the system from metabasin B to metabasin A. While equilibrium statistical mechanics favors metabasin B at the higher temperatures T = 4 and T = 2 due to its higher degeneracy, metabasin A is preferred at the low temperature T = 1 / 4 due to its lower energy states. Hence, after the quench from T = 4 to T = 1 / 4, the system relaxes from metabasin B to metabasin A and passes through a point of maximum spreading between the two metabasins. This crossover point corresponds to a maximum in the intermetabasin entropy, which we dene as Sinter = kB PA ln PA kB PB ln PB , 27

cussion, the partitioning of the landscape into the two metabasins A and B is kept constant, regardless of the observation time. Figure 10 plots the relaxation of the intrametabasin and intermetabasin components of entropy for both quenches, starting with an observation time that allows for transitions within the metabasins but not the transition between metabasins i.e., zero intermetabasin entropy. Whereas the intermetabasin entropy increases monotonically after the quench to T = 2, it passes through a maximum after the quench to T = 1 / 4 due to the crossover effect. In both cases the relaxation is spontaneous monotonically decreasing free energy, in agreement with the second law of thermodynamics and irreversible dU / dt TdS / dt, as shown in Fig. 11.
VI. CONCLUSIONS

where PA and PB are the total probabilities of occupying metabasins A and B. Note that for the purposes of this dis-

We have presented a statistical mechanical framework for treating systems with continuously broken ergodicity. Our approach is a generalization of Palmers approach7 for discontinuously broken ergodicity and relaxes the assumptions of component connement and internal ergodicity. It accounts for the actual transition rates among microstates and enables the direct computation of entropy loss at the glass transition. We have implemented our approach using a hierarchical master equation technique that builds on the work of Mauro and Varshneya.33 Unlike the traditional mas-

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23

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ter equation approach, which assumes ergodicity, our technique is consistent with Boltzmanns denition of entropy and the third law of thermodynamics. Using a simple onedimensional glass former, we demonstrated the impact of observation time on glass transition range behavior. Depending on the energy landscape and cooling path, a crossover effect may be observed whereby entropy passes through a maximum during the relaxation process. In all cases relaxation toward equilibrium is a spontaneous and irreversible process, in compliance with the second law.
ACKNOWLEDGMENT

The authors gratefully acknowledge valuable conversations with Arun K. Varshneya.

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